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25Δ RR / fly from marked chain IVs. Smile is observed marks, not a fitted model. Research terminal.
Listed chain tenors only — not 7d / 30d / 90d buckets. Missing 25Δ wings or ATM stay —. Calendar is ATM IV minus front listed ATM.
| Tenor | ATM IV | 25Δ RR | 25Δ Fly | Cal vs front | Chart |
|---|---|---|---|---|---|
| 2026-09-29 | 56.0% | -2.26 pts | +1.72 pts | — | Chart |
| 2026-09-30 | 62.0% | +1.21 pts | +1.53 pts | +5.93 pts | Chart |
| 2026-10-02 | 74.5% | -9.27 pts | +3.18 pts | +18.49 pts | Chart |
| 2026-10-09 | 70.6% | +1.13 pts | +1.16 pts | +14.53 pts | Chart |
| 2026-10-16 | 69.2% | -6.61 pts | +3.38 pts | +13.21 pts | Chart |
| 2026-10-30 | 69.3% | -7.57 pts | +2.79 pts | +13.27 pts | Chart |
| 2026-12-25 | 82.3% | +0.04 pts | +0.72 pts | +26.23 pts | Chart |
| STRIKE | MONEYNESS | CALL IV | PUT IV | SKEW SPREAD | Chart |
|---|---|---|---|---|---|
| $1.38 | 90.7% | 99.6% | 99.6% | 0.00 pts | Chart |
| $1.4 | 92.0% | 88.8% | 88.8% | 0.00 pts | Chart |
| $1.41 | 92.7% | 83.9% | 83.9% | 0.00 pts | Chart |
| $1.42 | 93.3% | 79.2% | 79.2% | 0.00 pts | Chart |
| $1.43 | 94.0% | 74.9% | 74.9% | 0.00 pts | Chart |
| $1.44 | 94.6% | 71.0% | 71.0% | 0.00 pts | Chart |
| $1.45 | 95.3% | 67.4% | 67.4% | 0.00 pts | Chart |
| $1.46 | 96.0% | 64.3% | 64.3% | 0.00 pts | Chart |
| $1.47 | 96.6% | 61.6% | 61.6% | 0.00 pts | Chart |
| $1.48 | 97.3% | 59.4% | 59.4% | 0.00 pts | Chart |
| $1.49 | 97.9% | 57.7% | 57.7% | 0.00 pts | Chart |
| $1.5 | 98.6% | 56.6% | 56.6% | 0.00 pts | Chart |
| $1.51 | 99.2% | 56.0% | 56.0% | 0.00 pts | Chart |
| $1.52 | 99.9% | 56.0% | 56.0% | 0.00 pts | Chart |
| $1.53 | 100.6% | 56.5% | 56.5% | 0.00 pts | Chart |
| $1.54 | 101.2% | 57.5% | 57.5% | 0.00 pts | Chart |
| $1.55 | 101.9% | 58.9% | 58.9% | 0.00 pts | Chart |
| $1.56 | 102.5% | 60.7% | 60.7% | 0.00 pts | Chart |
| $1.57 | 103.2% | 62.8% | 62.8% | 0.00 pts | Chart |
| $1.58 | 103.8% | 65.2% | 65.2% | 0.00 pts | Chart |
| $1.59 | 104.5% | 67.9% | 67.9% | 0.00 pts | Chart |
| $1.6 | 105.2% | 70.7% | 70.7% | 0.00 pts | Chart |
| $1.61 | 105.8% | 73.7% | 73.7% | 0.00 pts | Chart |
| $1.62 | 106.5% | 76.9% | 76.9% | 0.00 pts | Chart |
| $1.64 | 107.8% | 83.5% | 83.5% | 0.00 pts | Chart |
| $1.66 | 109.1% | 90.4% | 90.4% | 0.00 pts | Chart |
| $1.68 | 110.4% | 97.4% | 97.4% | 0.00 pts | Chart |
| $1.7 | 111.7% | 104.5% | 104.5% | 0.00 pts | Chart |